-37.2%
NCLH vs MLM
+492.1%
-529.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.3% | -1.0% |
| 7D | -6.5% | -2.9% | -3.6% | -4.4% |
| 30D | -23.3% | -6.8% | -16.5% | -19.2% |
| 3M | -18.6% | -11.2% | -7.4% | -11.4% |
| 6M | -26.2% | -21.8% | -4.4% | -11.4% |
| YTD | -30.2% | -17.0% | -13.3% | -20.3% |
| 1Y | -39.2% | -16.4% | -22.8% | -31.0% |
| 3Y | -5.1% | +14.5% | -19.5% | -15.8% |
| 5Y | -36.8% | +41.7% | -78.5% | -51.8% |
| 10Y | -56.3% | +200.0% | -256.3% | -78.2% |
| All | -37.2% | +492.1% | -529.3% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling